+174.8%
EXE vs SBAC
-23.9%
+198.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -2.7% | +0.2% | -2.9% | -2.7% |
| 30D | -0.4% | +3.9% | -4.2% | -1.0% |
| 3M | +9.5% | -8.2% | +17.7% | +10.8% |
| 6M | -9.3% | -2.8% | -6.6% | -9.3% |
| YTD | -10.9% | -1.5% | -9.4% | -11.2% |
| 1Y | +4.3% | 0.0% | +4.3% | +3.5% |
| 3Y | +18.8% | -8.4% | +27.2% | +17.8% |
| 5Y | +101.4% | -43.5% | +144.9% | +122.5% |
| All | +174.8% | -23.9% | +198.7% | +221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling